On Bounds for Dynamic Programs

DOI10.1287/moor.10.2.220zbMath0565.90080OpenAlexW1967896610MaRDI QIDQ3680638

Karl-Heinz Waldmann

Publication date: 1985

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.10.2.220

zbMATH Keywords

boundsoperator equationextrapolation methodsisotone operatorfinite horizon Markov renewal decision model

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (5)

Block-scaling of value-iteration for discounted Markov renewal programming ⋮ Replacement process decomposition for discounted Markov renewal programming ⋮ On optimal dividend payments and related problems ⋮ Cash management in a randomly varying environment ⋮ Recursive utility and the Ramsey problem

This page was built for publication: On Bounds for Dynamic Programs